Beat the egg yolk until thick.
Stir in the mayonnaise, salt and pepper.
Beat the egg white until stiff.
Fold the yolk mixture into the egg white.
In the broiler, toast the bread slices on one side.
Top the untoasted side with a slice of cheese.
Broil to partially melt the cheese.
Top the cheese with the shrimp.
Pile the egg mixture over the shrimp.
Bake at 350 F for 10 to 12 minutes, until egg mixture is set and golden.